{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/LODE","markdown_url":"https://halfonadouble.com/stock/LODE.md","history_url":"https://halfonadouble.com/api/v1/history/LODE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LODE.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"LODE","page_tier":"A","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":2.2799999713897705,"previous_close":2.25,"delta_neutral":2.906682003565155,"gamma_neutral":2.849999964237213,"gamma_max":4.847375734266962,"total_open_interest":129910,"previous_open_interest":133505,"listed_contracts":45,"listed_calls":41,"listed_puts":19,"gamma_max_distance_pct":112.60420153918913,"delta_neutral_distance_pct":27.486054387684543,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":-2.692783041833639,"call_open_interest":70125,"put_open_interest":59785,"put_call_open_interest_ratio":0.8525490196078431,"nearest_expiration_max_pain":2.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":9.649124182932722,"all_expiration_max_pain":2.5,"net_gamma_exposure":-4720866.664097117,"net_gamma_exposure_per_100k_open_interest":-3633951.7081803693,"gamma_exposure_flip":2.849999964237213,"gamma_exposure_flip_distance_pct":25,"call_wall":2.5,"call_wall_distance_pct":9.649124182932722,"put_wall":2.5,"put_wall_distance_pct":9.649124182932722,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":547},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":593,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":17.408906882591094,"gamma_max_cross_count":18,"delta_neutral_cross_count":10,"gamma_max_prior_sessions_closer_pct":97.57085020242914,"gamma_max_prior_comparison_sessions":247,"delta_neutral_prior_sessions_closer_pct":64.77732793522267,"delta_neutral_prior_comparison_sessions":247,"open_interest_percentile_1y":95.63492063492063,"open_interest_change_1d_contracts":-3595,"open_interest_change_z_252":-0.5982109086726874,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-2.559217533490347,"open_interest_change_21_sessions_pct":6.452194434429185,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":128,"put_change_contracts":-3723,"call_growth_pct":0.1828649799277112,"put_growth_pct":-5.862253574352837,"call_minus_put_growth_pp":6.045118554280548},"five_sessions":{"call_change_contracts":3074,"put_change_contracts":-6486,"call_growth_pct":4.584569954213957,"put_growth_pct":-9.787086357531951,"call_minus_put_growth_pp":14.371656311745909},"call_change_surprise":{"z_score":null,"comparison_sessions":107},"put_change_surprise":{"z_score":null,"comparison_sessions":107},"call_minus_put_growth_surprise":{"z_score":null,"comparison_sessions":107}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":57.22324241224004,"directional_score":5.039370078740156,"catalyst_reasons":["IV rank 100"],"features":{"symbol":"LODE","price":2.28,"totalOi":129910,"analysisCoverage":0.8333,"avgIvPct":292.4,"ivRank":100,"iv52wHighPct":292.4,"iv52wLowPct":114.74,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-10.18,"riskReversal30dPp":-10.18,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.853,"putCallOiFrontRatio":2.723,"putCallVolumeFrontRatio":0,"optionVolume":5681,"volumeOiRatio":0.04373,"netDeltaNormalized":0.03353,"dealerDeltaNormalized":-0.033531,"gexPer100kOi":-93961.804326,"vannaPer100kOi":-126.241244,"charmPer100kOi":137578.323455,"weekendDeltaShiftPer100kOi":412735.740128,"ivSurfaceRangePp":17.9,"gammaFlipDistancePct":null,"maxPainDistancePct":9.649123,"peakCallDistancePct":119.298246,"peakPutDistancePct":9.649123},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LODE.json?date=2026-10-02","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[{"direction":"above","event_count":11,"completed_path_count":11,"latest_cross_date":"2025-10-14","horizons":[{"sessions":1,"sample_size":11,"median_return_pct":1.960782480441492,"p25_return_pct":-2.2678848515064134,"p75_return_pct":6.379584963833674,"above_zero_pct":54.54545454545454,"median_interval_low_pct":-3.424659622105475,"median_interval_high_pct":6.698569887732231,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":3,"sample_size":11,"median_return_pct":6.220101424864777,"p25_return_pct":-0.28409063970007975,"p75_return_pct":11.151957647383547,"above_zero_pct":63.63636363636363,"median_interval_low_pct":-0.5681812794001595,"median_interval_high_pct":12.834218701362055,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":5,"sample_size":11,"median_return_pct":8.80681660395759,"p25_return_pct":-3.6111110743181185,"p75_return_pct":18.46033481769065,"above_zero_pct":63.63636363636363,"median_interval_low_pct":-7.222222148636237,"median_interval_high_pct":21.390373002041162,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":10,"sample_size":11,"median_return_pct":15.151509130844198,"p25_return_pct":-1.1374772429792734,"p75_return_pct":67.49049894839627,"above_zero_pct":72.72727272727273,"median_interval_low_pct":-2.8431357653587175,"median_interval_high_pct":116.88889397515192,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0}]},{"direction":"below","event_count":14,"completed_path_count":14,"latest_cross_date":"2025-10-23","horizons":[{"sessions":1,"sample_size":14,"median_return_pct":0.6289967586414646,"p25_return_pct":-3.758181309775427,"p75_return_pct":3.690795985690759,"above_zero_pct":50,"median_interval_low_pct":-3.7656965957120425,"median_interval_high_pct":3.7974646297370906,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":3,"sample_size":14,"median_return_pct":0.843842267581485,"p25_return_pct":-5.238540219577151,"p75_return_pct":11.715095909728905,"above_zero_pct":57.14285714285714,"median_interval_low_pct":-5.617978957818792,"median_interval_high_pct":11.822660734937607,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":5,"sample_size":14,"median_return_pct":2.7402867051502633,"p25_return_pct":-5.905859999435334,"p75_return_pct":16.43753158552953,"above_zero_pct":57.14285714285714,"median_interval_low_pct":-6.150341438225637,"median_interval_high_pct":17.154804578075456,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":10,"sample_size":14,"median_return_pct":4.3479162497087165,"p25_return_pct":-17.58355518214091,"p75_return_pct":34.65089931691055,"above_zero_pct":57.14285714285714,"median_interval_low_pct":-19.13439498215228,"median_interval_high_pct":37.65689612741407,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0}]}],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}